+79.2%
DDOG vs MS
+169.4%
-90.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.0% |
| 7D | -16.9% | +0.7% | -17.6% | -17.3% |
| 30D | -38.8% | -0.9% | -37.8% | -38.6% |
| 3M | -23.2% | -13.0% | -10.2% | -18.9% |
| 6M | -10.3% | -2.0% | -8.3% | -10.5% |
| YTD | +32.1% | +7.8% | +24.3% | +25.1% |
| 1Y | -6.1% | +17.9% | -23.9% | -14.7% |
| 3Y | +79.2% | +174.8% | -95.6% | +15.2% |
| All | +79.2% | +169.4% | -90.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling